+2,302.1%
MULL vs QSR
+20.8%
+2,281.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | -8.4% | -4.0% | -4.4% | -8.5% |
| 30D | +9.7% | +2.8% | +6.9% | +9.8% |
| 3M | -26.8% | +5.1% | -31.8% | -26.7% |
| 6M | +220.7% | +8.8% | +211.9% | +215.1% |
| YTD | +509.0% | +14.8% | +494.2% | +479.3% |
| 1Y | +1,739.5% | +25.7% | +1,713.8% | +1,511.0% |
| All | +2,302.1% | +20.8% | +2,281.3% | +2,086.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded QSR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling